Keysight Technologies Stock Market Value
| KEYS Stock | USD 150.21 1.66 1.12% |
| Symbol | Keysight |
Keysight Technologies Price To Book Ratio
Is Keysight Technologies' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Keysight Technologies. If investors know Keysight will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Keysight Technologies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.32) | Earnings Share 5.44 | Revenue Per Share 30.138 | Quarterly Revenue Growth (0.09) | Return On Assets 0.0911 |
The market value of Keysight Technologies is measured differently than its book value, which is the value of Keysight that is recorded on the company's balance sheet. Investors also form their own opinion of Keysight Technologies' value that differs from its market value or its book value, called intrinsic value, which is Keysight Technologies' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Keysight Technologies' market value can be influenced by many factors that don't directly affect Keysight Technologies' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Keysight Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Keysight Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Keysight Technologies' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Keysight Technologies 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Keysight Technologies' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Keysight Technologies.
| 01/06/2023 |
| 04/30/2024 |
If you would invest 0.00 in Keysight Technologies on January 6, 2023 and sell it all today you would earn a total of 0.00 from holding Keysight Technologies or generate 0.0% return on investment in Keysight Technologies over 480 days. Keysight Technologies is related to or competes with ESCO Technologies, Genasys, and MKS Instruments. Keysight Technologies, Inc. provides electronic design and test solutions to commercial communications, networking, aero... More
Keysight Technologies Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Keysight Technologies' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Keysight Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.91 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 2.18 |
Keysight Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keysight Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keysight Technologies' standard deviation. In reality, there are many statistical measures that can use Keysight Technologies historical prices to predict the future Keysight Technologies' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Keysight Technologies' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Keysight Technologies Backtested Returns
Keysight Technologies has Sharpe Ratio of -0.0126, which conveys that the firm had a -0.0126% return per unit of risk over the last 3 months. Keysight Technologies exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keysight Technologies' Risk Adjusted Performance of (0.02), mean deviation of 1.15, and Standard Deviation of 1.59 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.46, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Keysight Technologies will likely underperform. Keysight Technologies has an expected return of -0.0199%. Please make sure to verify Keysight Technologies potential upside and day median price , to decide if Keysight Technologies performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.37 |
Poor reverse predictability
Keysight Technologies has poor reverse predictability. Overlapping area represents the amount of predictability between Keysight Technologies time series from 6th of January 2023 to 3rd of September 2023 and 3rd of September 2023 to 30th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Keysight Technologies price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Keysight Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 156.77 |
Keysight Technologies lagged returns against current returns
Autocorrelation, which is Keysight Technologies stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Keysight Technologies' stock expected returns. We can calculate the autocorrelation of Keysight Technologies returns to help us make a trade decision. For example, suppose you find that Keysight Technologies has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Keysight Technologies regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Keysight Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keysight Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keysight Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Keysight Technologies Lagged Returns
When evaluating Keysight Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keysight Technologies stock have on its future price. Keysight Technologies autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Keysight Technologies autocorrelation shows the relationship between Keysight Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Keysight Technologies.
Regressed Prices |
| Timeline |
Keysight Technologies Investors Sentiment
The influence of Keysight Technologies' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Keysight. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Keysight Technologies' public news can be used to forecast risks associated with an investment in Keysight. The trend in average sentiment can be used to explain how an investor holding Keysight can time the market purely based on public headlines and social activities around Keysight Technologies. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Keysight Technologies' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Keysight Technologies' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Keysight Technologies' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Keysight Technologies.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Keysight Technologies in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Keysight Technologies' short interest history, or implied volatility extrapolated from Keysight Technologies options trading.
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Try AI Portfolio ArchitectCheck out Keysight Technologies Correlation, Keysight Technologies Volatility and Keysight Technologies Alpha and Beta module to complement your research on Keysight Technologies. For more information on how to buy Keysight Stock please use our How to Invest in Keysight Technologies guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Keysight Stock analysis
When running Keysight Technologies' price analysis, check to measure Keysight Technologies' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Keysight Technologies is operating at the current time. Most of Keysight Technologies' value examination focuses on studying past and present price action to predict the probability of Keysight Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keysight Technologies' price. Additionally, you may evaluate how the addition of Keysight Technologies to your portfolios can decrease your overall portfolio volatility.
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Keysight Technologies technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.